+45.9%
OXY vs IJH
+17.8%
+28.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.8% | -4.8% |
| 7D | -8.8% | +1.7% | -10.5% | -7.9% |
| 30D | -1.7% | +1.2% | -2.9% | -0.9% |
| 3M | +4.5% | -3.4% | +8.0% | +2.5% |
| 6M | -4.0% | +3.7% | -7.7% | -2.0% |
| YTD | +41.4% | +13.9% | +27.5% | +44.4% |
| 1Y | +45.9% | +17.4% | +28.5% | +47.2% |
| All | +45.9% | +17.8% | +28.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling